AECOM Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.77% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8762 | 4.66 | |
| 0.1408 | 5.16 | |
| 0.7176 | 15.33 | |
| -0.7354 | -4.23 | |
| 1.1973 | 4.53 | |
| -0.7638 | -3.43 | |
| 0.5075 | 2.25 | |
| -0.4129 | -1.97 | |
| 0.4844 | 2.86 | |
| -0.5291 | -4.01 | |
| 0.3700 | 2.78 | |
| -0.1291 | -1.22 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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